1. Technological diversification and resilience to systematic risk: Evidence from listed firms in China. (2025). Mo, Jiaying ; Kong, Dongmin ; Rong, Zhao ; Yu, LI.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001972.

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2. Climate change and listed agricultural companies’ risk-taking. (2025). Wang, Zanxin ; Chen, SI.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001248.

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3. Media pressure, corporate governance structure, and disclosure quality. (2025). Xue, KE ; Wang, LE ; Luo, Dianjun.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007639.

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4. Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944.

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5. Foreign exchange markets, climate risks and contextual news: An intraday analysis. (2025). ben Omrane, Walid ; Panah, Pari Gholi ; Ayadi, Mohamed A.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001905.

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6. Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States. (2025). Corbet, Shaen ; Akyildirim, Erdinc ; Ercan, Metin ; Coskun, Ali.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002699.

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7. Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events. (2024). Guo, Xiaochun.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00514-1.

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8. Revisiting China’s Commodity Futures Market Amid the Main Waves of COVID-19 Pandemics. (2024). Tongurai, Jittima ; Chen, Xiangyu ; Boonchoo, Pattana.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09440-9.

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9. Impact of firm characteristics and country-level governance on global energy stocks during crises. (2024). Pandey, Dharen ; Nor, Safwan Mohd ; Ali, Azwadi ; Rusere, Warren ; Al-Ahdal, Waleed M.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002939.

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10. Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic. (2024). Tongurai, Jittima ; Chen, Xiangyu.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001843.

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11. High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models. (2024). Sami Ayad, Mina ; Hamza, Taher ; Mili, Mehdi ; ben Haj, Hayet.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001776.

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12. Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation. (2024). HU, YANG ; Corbet, Shaen ; Xu, Danyang ; Lang, Chunlin.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001223.

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13. Bitcoin forks: What drives the branches?. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000539.

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14. The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector. (2024). HU, YANG ; Corbet, Shaen ; Wang, Junchuan ; Lang, Chunlin.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003185.

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15. New media surveillance, environmental information uncertainty and corporate environmental information disclosure. (2024). Xiang, Zhiqiang ; Zhang, Qixin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004696.

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16. Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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17. Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Sahabuddin, Mohammad.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:93:y:2024:i:pa:p:350-371.

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18. Price discovery of climate risk and green bonds: A dynamic information leadership share approach. (2024). Goodell, John W ; Hou, Yang ; Oxley, Les ; Xu, Danyang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011279.

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19. Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Xu, Danyang ; Lang, Chunlin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x.

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20. Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219.

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21. World pandemic uncertainty and German stock market: evidence from Markov regime-switching and Fourier based approaches. (2023). Kirikkaleli, Dervis ; Adebayo, Tomiwa Sunday ; Athari, Seyed Alireza.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01435-4.

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22. Connectedness and spillover between African equity, commodity, foreign exchange and cryptocurrency markets during the COVID-19 and Russia-Ukraine conflict. (2023). Phiri, Andrew ; Anyikwa, Izunna.
    In: Future Business Journal.
    RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00227-y.

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23. Forecasting mid-price movement of Bitcoin futures using machine learning. (2023). Uddin, Gazi ; Corbet, Shaen ; Cepni, Oguzhan ; Akyildirim, Erdinc.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:330:y:2023:i:1:d:10.1007_s10479-021-04205-x.

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24. Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis. (2023). GUPTA, RANGAN ; Das, Sonali ; Shackleton, Ryan.
    In: Working Papers.
    RePEc:pre:wpaper:202328.

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25. Sustainable rural development in Northwest Iran: proposing a wellness-based tourism pattern using a structural equation modeling approach. (2023). Momenpour, Yadgar ; Choobchian, Shahla ; Esfandyari, Hossein ; Azadi, Hossein.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01943-0.

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26. From Outbreak to Vaccination: An Analysis of the Commercial Property Market Reaction to COVID-19 in Malaysia. (2023). Mohd Daud, Siti Nurazira ; Mat, Mohd Yushairi ; Musaddad, Hafirda Akma ; Che, Edie Erman ; Wong, Woei Chyuan.
    In: International Real Estate Review.
    RePEc:ire:issued:v:26:n:03:2023:p:267-298.

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27. Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185.

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28. Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic. (2023). Al-Shboul, Mohammad ; Mokni, Khaled ; Assaf, Ata.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002100.

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29. Cryptocurrency spectrum and 2020 pandemic: Contagion analysis. (2023). Lin, Boqiang ; Okorie, David.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:84:y:2023:i:c:p:29-38.

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30. Return spillover across Chinas financial markets. (2023). Chen, Yu-Lun ; Mo, Wan-Shin ; Qin, Rong-Ling ; Yang, Jimmy J.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001233.

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31. COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets. (2023). Shi, Yujie ; Li, Yanshuang ; Zhang, Weiping ; Yi, Shangkun.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000707.

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32. Dynamic asymmetric connectedness in technological sectors. (2023). Alshater, Muneer ; el Khoury, Rim ; Alqaralleh, Huthaifa.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470.

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33. Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the ASEAN+6. (2023). Chancharat, Surachai ; Sinlapates, Parichat.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006219.

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34. COVID-19 and risk spillovers of Chinas major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis. (2023). Zheng, Xiaolong ; Liu, Ranran ; Xie, Qiwei ; Cheng, LU.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007218.

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35. Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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36. On the economic impacts of COVID‐19: A text mining literature analysis. (2023). Gonçalves, Hugo ; Moro, Sergio ; Gonalves, Hugo S.
    In: Review of Development Economics.
    RePEc:bla:rdevec:v:27:y:2023:i:1:p:375-394.

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37. Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning. (2023). Zhou, Yan ; Hui, Xianfei ; Sengupta, Indranil ; Sun, Baiqing.
    In: Papers.
    RePEc:arx:papers:2204.02891.

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38. Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis. (2022). Özdemir, Onur.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00319-0.

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39. Impact of COVID-19 on the Saudi stock market: analysis of return, volatility and trading volume. (2022). Wasiuzzaman, Shaista.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00269-x.

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40. Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic. (2022). Gui, Yiming ; Liu, Wenwen ; Qiao, Gaoxiu.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000575.

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41. Financing constraints and firm-level responses to the COVID-19 pandemic: International evidence. (2022). Khan, Safi Ullah.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001665.

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42. Stock market volatility and the COVID-19 reproductive number. (2022). Winkelried, Diego ; Díaz, Fernando ; Henriquez, Pablo A ; Diaz, Fernando.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001380.

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43. The financial repercussions of military escalation. (2022). Morone, Andrea ; Caferra, Rocco ; Santorsola, Marco.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122005210.

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44. Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Yousaf, Imran ; Beljid, Makram ; Chaibi, Anis ; al Ajlouni, Ahmed.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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45. Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic. (2022). Nguyen, Manh Huu ; Huong, Giang Thi ; Quang, Anh Ngoc.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000366.

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46. Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Ur, Mobeen ; El-Nader, Ghaith ; Alkhataybeh, Ahmad ; al Rababa, Abdel Razzaq.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992.

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47. The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. (2022). Foglia, Matteo ; Angelini, Eliana ; Addi, Abdelhamid.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752.

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48. Are energy markets informationally smarter than equity markets? Evidence from the COVID-19 experience. (2022). Kumar, Satish ; Corbet, Shaen ; Yadav, Miklesh Prasad ; Goodell, John W ; Dhingra, Deepika ; Ashok, Shruti.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000514.

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49. Are carbon futures prices stable? New evidence during negative oil. (2022). Larkin, Charles ; Corbet, Shaen ; Gunay, Samet ; Goodell, John W ; Ahonen, Elena.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000472.

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50. Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic. (2022). Li, Ping ; Huang, Lixin ; Wang, Dong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003007.

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51. Dynamic co-movements of COVID-19 pandemic anxieties and stock market returns. (2022). Yu, Xiaoling ; Xiao, Kaitian ; Liu, Junping.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100283x.

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52. Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic. (2022). lucey, brian ; Larkin, Charles ; HU, YANG ; Corbet, Shaen ; Oxley, Les ; Hou, Yang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:45:y:2022:i:c:s154461232100218x.

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53. Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics. (2022). Matos, Paulo ; da Silva, Cristiano ; Costa, Antonio.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002051.

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54. The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters. (2022). Larkin, Charles ; HU, YANG ; Corbet, Shaen ; Oxley, Les ; Collings, David ; Hou, Yang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000229.

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55. The growth of oil futures in China: Evidence of market maturity through global crises. (2022). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les.
    In: Energy Economics.
    RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003863.

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56. Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). Ahmed, Walid.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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57. The impact of COVID-19 induced panic on stock market returns: A two-year experience. (2022). Esparcia, Carlos ; Cervantes, Paula ; Huelamo, Diego ; Diaz, Antonio.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:76:y:2022:i:c:p:1075-1097.

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58. Did COVID-19 tourism sector supports alleviate investor fear?. (2022). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000858.

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59. Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19. (2022). Das, Devanjali Nandi.
    In: Papers.
    RePEc:arx:papers:2208.09148.

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60. Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets. (2021). Балаш, Владимир ; Sidorov, Sergei ; Chistopolskaya, Elena ; Faizliev, Alexey.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:19:p:2484-:d:649723.

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61. S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown. (2021). Lento, Camillo ; Gradojevic, Nikola.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:330-:d:595312.

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62. Intraday Volatility Spillovers among European Financial Markets during COVID-19. (2021). Ferreira, Paulo ; Mughal, Khurrum Shahzad ; Aslam, Faheem ; Bashir, Beenish.
    In: IJFS.
    RePEc:gam:jijfss:v:9:y:2021:i:1:p:5-:d:475123.

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63. Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:145-162.

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64. Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003664.

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65. Feverish sentiment and global equity markets during the COVID-19 pandemic. (2021). Nasir, Muhammad Ali ; Foglia, Matteo ; Duc, Toan Luu ; Angelini, Eliana.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:188:y:2021:i:c:p:1088-1108.

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66. FX markets’ reactions to COVID-19: Are they different?. (2021). Winkelried, Diego ; Bazan-Palomino, Walter.
    In: International Economics.
    RePEc:eee:inteco:v:167:y:2021:i:c:p:50-58.

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67. Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Kizys, Renatas ; Aharon, David Y.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000921.

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68. Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; al Rababa, Abdel Razzaq.
    In: Energy Economics.
    RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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69. An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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70. COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market. (2021). Bing, Tao ; Ma, Hongkun.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:71:y:2021:i:c:p:384-396.

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71. Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning. (2020). Uddin, Gazi ; Corbet, Shaen ; Cepni, Oguzhan ; Akyildirim, Erdinc.
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    RePEc:hhs:cbsnow:2020_020.

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72. The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040.

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42. Oil Price Volatility and Stock Returns: Evidence from Three Oil-price Wars. (2020). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Mushtaq Hussain.
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43. Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era. (2020). Foglia, Matteo ; Angelini, Eliana.
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44. The Effects of Oil and Gas Risk Factors on Malaysian Oil and Gas Stock Returns: Do They Vary?. (2020). Low, Soo-Wah ; Shah, Mohd Azlan ; Hoque, Mohammad Enamul.
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45. Who affects who? Oil price against the stock return of oil-related companies: Evidence from the U.S. and China. (2020). Lv, Xin ; Lien, Donald ; Yu, Chang.
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46. Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Cagli, Efe ; Mandaci, Pinar Evrim ; Takin, Dilvin.
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47. The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies. (2020). lucey, brian ; Larkin, Charles ; Corbet, Shaen.
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48. The economic importance of rare earth elements volatility forecasts. (2020). Seiler, Volker ; Proelss, Juliane ; Schweizer, Denis.
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49. Dynamics of spillover network among oil and leading Asian oil trading countries’ stock markets. (2020). Tang, Yong ; Ashfaq, Saleha ; Maqbool, Rashid.
    In: Energy.
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50. Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W.
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51. Impact of proved reserves on stock returns of U.S. oil and gas corporations using firm-level data. (2020). Equiza-Goñi, Juan ; Equiza-Goi, Juan ; de Gracia, Fernando Perez.
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52. Oil curse, economic growth and trade openness. (2020). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj Kumar.
    In: Energy Economics.
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53. Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. (2020). Gabauer, David ; Filis, George ; Antonakakis, Nikolaos ; Cunado, Juncal ; de Gracia, Fernando Perez.
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54. Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies. (2020). Tiwari, Aviral ; Elsayed, Ahmed ; Nasreen, Samia.
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55. Moments-based spillovers across gold and oil markets. (2020). Wang, Shixuan ; Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Marco, Chi Keung.
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56. Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective. (2020). Lin, Renda ; Liu, Jiahao ; Zhu, BO.
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57. Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish.
    In: Energy Economics.
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58. Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias-Casal, A ; Lopez-Penabad, Maria-Celia ; Maside-Sanfiz, Jose Manuel.
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59. Анализ рисков криптовалют и способы их минимизации в современных рыночных условиях // Analysis of Cryptocurrency Risks and Metho. (2019). Nadyrova, E ; Е. Надырова, .
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60. Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Marco, Chi Keung.
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61. Dynamic Transmission of Correlation between Investor Attention and Stock Price: Evidence from China’s Energy Industry Typical Stocks. (2019). Qi, Yajie ; Guo, Sui ; Feng, Sida ; Li, Huajiao.
    In: Complexity.
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62. The roles of inter-fuel substitution and inter-market contagion in driving energy prices: evidences from China’s coal market. (2019). Li, Jianglong ; Long, Houyin ; Xie, Chunping.
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63. Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Kang, Sang Hoon ; Maitra, Debasish.
    In: Pacific-Basin Finance Journal.
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64. How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study. (2019). cipollini, andrea ; Muzzioli, Silvia ; Caloia, Francesco Giuseppe.
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65. The roles of inter-fuel substitution and inter-market contagion in driving energy prices: Evidences from China’s coal market. (2019). Li, Jianglong ; Long, Houyin ; Xie, Chunping.
    In: Energy Economics.
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66. Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ji, Qiang ; Ma, Yan-Ran ; Pan, Jiaofeng.
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67. Risk spillovers between oil and stock markets: A VAR for VaR analysis. (2019). Wang, Yudong ; Wen, Danyan ; Ma, Chaoqun.
    In: Energy Economics.
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68. Dynamic return and volatility spillovers among S&P 500, crude oil and gold. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet.
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